Personally, I found myself only focusing on the main storyline and then after beating the game, going back and collecting everything and doing all the side-quests. I sort of feel like this is the way that Rocksteady was pushing for the game to be played. When playing Arkham Asylum, moving around and collecting little do-dads in between main story beats gave me the sensation of a really disjointed experience, and I feel like this was amplified even more in Arkham City (partly on account of the increased map size and because of the increased complexity of the side parts).
I'm not trying to say that this IS HOW the game should be played, but more so how I enjoyed it the most, which is why I made this topic. How did you find yourself moving through the game?